# Elsevier

# Statistics & Probability Letters

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### March 2003, Volume 62, Issue 1

**71-77 Functional local law of the iterated logarithm for geometrically weighted random series***by*Stoica, George**79-86 A limit theorem for partial sums of random variables and its applications***by*Liu, Wen & Yan, Jia-an & Yang, Weiguo**87-92 On the maximum total sample size of a group sequential test about binomial proportions***by*Kepner, James L. & Chang, Myron N.**93-100 Limit distributions for products of sums***by*Qi, Yongcheng

### February 2003, Volume 61, Issue 4

**337-346 Deconvolution kernel estimator for mean transformation with ordinary smooth error***by*Qin, Huai-Zhen & Feng, Shi-Yong**347-357 On strong versions of the central limit theorem***by*Rychlik, Zdzislaw & Szuster, Konrad S.**359-371 A law of the iterated logarithm for global values of waiting time in multiphase queues***by*Minkevicius, Saulius & Steisunas, Stasys**373-382 Degeneracy in the maximum likelihood estimation of univariate Gaussian mixtures with EM***by*Biernacki, Christophe & Chrétien, Stéphane**383-394 A quadratic bootstrap method and improved estimation in logistic regression***by*Claeskens, Gerda & Aerts, Marc & Molenberghs, Geert**395-401 A Bayesian interpretation of the multivariate skew-normal distribution***by*Liseo, Brunero & Loperfido, Nicola**403-410 On point measures of [var epsilon]-upcrossings for stationary diffusions***by*Grigelionis, Bronius**411-419 Nonstationary covariance functions that model space-time interactions***by*Ma, Chunsheng**421-428 Inverting a saddlepoint approximation***by*Arevalillo, Jorge M.**429-438 Asymptotic properties of stable densities and the asymmetric large deviation problems***by*Nagaev, A. V.**439-445 A two sample quantile test with applications to randomized block designs***by*Sim, Songyong & Kim, Seongbum & Park, Gilju & Park, Jaesoon

### February 2003, Volume 61, Issue 3

**225-234 Optimality of neighbor balanced designs under mixed effects model***by*Filipiak, K. & Markiewicz, A.**237-252 Asymptotics of M-estimators in non-linear regression with long memory designs***by*Koul, Hira L. & Baillie, Richard T.**253-259 Interpretation via Brownian motion of some independence properties between GIG and gamma variables***by*Matsumoto, Hiroyuki & Yor, Marc**261-268 Log-periodogram estimation of the memory parameter of a long-memory process under trend***by*Sibbertsen, Philipp**269-276 On class , class , and compound distributions in reliability***by*Mohan, N. R. & Ravi, S.**277-286 A note on functional CLT for truncated sums***by*Pozdnyakov, Vladimir**287-298 A semiparametric method of boundary correction for kernel density estimation***by*Alberts, T. & Karunamuni, R. J.**299-308 Order restricted estimators: some bias results***by*Sampson, Allan R. & Singh, Harshinder & Whitaker, Lyn R.**309-319 The proportional hazards regression with a censored covariate***by*Lee, Sungim & Park, S. H. & Park, Jinho**321-336 Necessary and sufficient conditions for weak convergence of smoothed empirical processes***by*Radulovic, Dragan & Wegkamp, Marten

### January 2003, Volume 61, Issue 2

**123-131 Dispersion measures and dispersive orderings***by*Ramos, Héctor M. & Sordo, Miguel A.**133-143 The rate of consistency of the quasi-maximum likelihood estimator***by*Berkes, István & Horváth, Lajos**145-154 A non-linear explicit filter***by*Genon-Catalot, Valentine**155-162 Strong invariance under a Bayesian point of view***by*Montanero, Jesús & Nogales, Agustín G. & Oyola, José A. & Pérez, Paloma**163-175 Evaluation of reliability bounds by set covering models***by*Koutras, M. V. & Tsitmidelis, S. & Zissimopoulos, V.**177-190 Long memory and stochastic trend***by*Leipus, Remigijus & Viano, Marie-Claude**191-198 Hutchinson-Lai's conjecture for bivariate extreme value copulas***by*Hürlimann, Werner**199-213 Serial rank statistics for detection of changes***by*Husková, M.**215-224 A note on construction of nearly uniform designs with large number of runs***by*Fang, Kai-Tai & Qin, Hong

### January 2003, Volume 61, Issue 1

**1-15 Local time for processes indexed by a partially ordered set***by*Ivanoff, B. Gail & Sawyer, P.**17-30 On Bayesian estimators in misspecified change-point problems for Poisson process***by*Dabye, Ali S. & Farinetto, Christian & Kutoyants, Yury A.**31-40 A note on the almost sure central limit theorem for some dependent random variables***by*Dudzinski, Marcin**41-50 Some limit properties of the multivariate function sequences of discrete random variables***by*Liu, Wen**51-59 The exact distribution of the k-tuple statistic for sequence homology***by*Lou, W. Y. Wendy**61-70 Bootstrapping parameter estimated degenerate U and V statistics***by*Jiménez-Gamero, M. D. & Muñoz-García, J. & Pino-Mejías, R.**71-81 The sequential estimation in stochastic regression model with random coefficients***by*Lee, Sangyeol**83-89 Poisson approximation by constrained exponential tilting***by*Kathman, Steven J. & Terrell, George R.**91-96 An order-preserving property of the maximum likelihood estimates for the Rasch model***by*Bertoli-Barsotti, Lucio**97-109 Testing variances in wavelet regression models***by*Oyet, Alwell J. & Sutradhar, Brajendra**111-121 On exact minimax wavelet designs obtained by simulated annealing***by*Oyet, Alwell J. & Wiens, Douglas P.

### December 2002, Volume 60, Issue 4

**343-350 Normalizations for periodogram-based unit root tests***by*Evans, Barry A. & Dickey, David A.**351-357 The connectivity of a graph on uniform points on [0,1]d***by*Appel, Martin J. B. & Russo, Ralph P.**359-365 An efficient computational method for moments of order statistics under progressive censoring***by*Balakrishnan, N. & Childs, A. & Chandrasekar, B.**367-375 Limiting behavior of weighted sums with stable distributions***by*Pingyan, Chen**377-386 The breakdown behavior of the maximum likelihood estimator in the logistic regression model***by*Croux, Christophe & Flandre, Cécile & Haesbroeck, Gentiane**387-394 Asymptotic properties of a particular nonlinear regression quantile estimation***by*Kim, Tae Soo & Kim, Hae Kyung & Hur, Sun**395-404 Testing for elliptical symmetry in covariance-matrix-based analyses***by*Schott, James R.**405-415 Simultaneous confidence bands for ratios of survival functions via empirical likelihood***by*McKeague, Ian W. & Zhao, Yichuan**417-424 The first exit time and ruin time for a risk process with reserve-dependent income***by*Chiu, Sung Nok & Yin, Chuan Cun**425-435 The influence function of the Stahel-Donoho estimator of multivariate location and scatter***by*Gervini, Daniel**437-444 An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss***by*Jozani, Mohammad Jafari & Nematollahi, Nader & Shafie, Khalil**445-457 A characterization for mixtures of semi-Markov processes***by*Epifani, I. & Fortini, S. & Ladelli, L.**459-473 Estimation for a class of generalized state-space time series models***by*Fukasawa, T. & Basawa, I. V.**475-482 On the asymptotic location of high values of a stationary sequence***by*Ferreira, H. & Scotto, M.

### December 2002, Volume 60, Issue 3

**241-252 Geometric absolute regularity of Banach space-valued autoregressive processes***by*Allam, Abdelazziz & Mourid, Tahar**253-263 A note on quasi-maximum likelihood solutions to an inverse problem for Poisson processes***by*Szkutnik, Zbigniew**265-278 Some comments on the estimation of a dependence index in bivariate extreme value statistics***by*Beirlant, J. & Vandewalle, B.**279-288 On solutions of backward stochastic differential equations with jumps and with non-Lipschitzian coefficients in Hilbert spaces and stochastic control***by*Situ, Rong**289-295 Establishing geometric drift via the Laplace transform of symmetric measures***by*Hansen, Niels Richard & Hansen, Ernst**297-307 Optimal asymptotic quadratic errors of density estimators on random fields***by*Biau, Gérard**309-312 A time-varying Markov chain model of term structure***by*Mamon, Rogemar S.**313-320 Testing the independence of Poisson variates under the Holgate bivariate distribution: the power of a new evidence test***by*Stern, J. M. & Zacks, S.**321-327 Khinchin and Marcinkiewicz-Zygmund-type inequalities for quadratic forms of independent random variables***by*Krantsberg, Alexander**329-341 Statistical inference on comparing two distribution functions with a possible crossing point***by*Chen, Guijing & Chen, Jiahua & Chen, Yuming

### November 2002, Volume 60, Issue 2

**129-140 Exact distribution of a pre-test estimator for regression error variance when there are omitted variables***by*Ohtani, Kazuhiro**141-154 On preservation of some shifted and proportional orders by systems***by*Belzunce, Félix & Ruiz, José M. & Ruiz, M. Carmen**155-168 A frequency domain approach to some results on fractional Brownian motion***by*Dzhaparidze, K. & Ferreira, J. A.**169-182 Further results on inquiry and truth possession***by*Fallis, Don & Liddell, Gerrard**183-190 Combining dependent P-values***by*Kost, James T. & McDermott, Michael P.**191-199 Another Esséen-type inequality for multivariate probability density functions***by*Prakasa Rao, B. L. S.**201-209 Some remarks on coupling of dependent random variables***by*Peligrad, Magda**211-217 Asymptotic properties of bandit processes with geometric responses***by*Wang, Xikui**219-230 On the asymptotic distribution of a multivariate GR-estimate for a VAR(p) time series***by*Terpstra, Jeffrey T. & Rao, M. Bhaskara**231-240 A new bivariate binomial distribution***by*Biswas, Atanu & Hwang, Jing-Shiang

### November 2002, Volume 60, Issue 1

**1-6 Unimprovable solution to systems of empirical linear algebraic equations***by*Serdobolskii, A. V.**7-15 Compound estimation of a monotone sequence***by*Mashayekhi, Mostafa**17-31 Jackknifing type weighted least squares estimators in partially linear regression models***by*You, Jinhong & Sun, Xiaoqian & Pang, Wan-kai & Leung, Ping-kei**33-47 On the asymptotic behavior of one-step estimates in heteroscedastic regression models***by*Bianco, Ana & Boente, Graciela**49-58 Influence diagnostics in semiparametric regression models***by*Kim, Choongrak & Park, Byeong U. & Kim, Woochul**59-68 Exact asymptotic -error of a kernel density estimator under censored data***by*Lemdani, Mohamed & Ould-Saïd, Elias**69-74 Conditional score tests in the exponential family***by*Nicolaou, Anna**75-79 Correcting size distortion of the Dickey-Fuller test via recursive mean adjustment***by*Cook, Steven**81-89 Nonparametric comparison of regression curves by local linear fitting***by*Gørgens, Tue**91-100 A Poisson model for gapped local alignments***by*Metzler, Dirk & Grossmann, Steffen & Wakolbinger, Anton**101-109 Remarks on domination of maxima***by*Hashorva, Enkelejd**111-120 Limiting spectral distribution of a special circulant***by*Bose, Arup & Mitra, Joydip**121-127 A law of iterated logarithm for the wavelet transforms of i.i.d. random variables***by*Cai, Haiyan

### October 2002, Volume 59, Issue 4

**329-340 Convergence of generalized Lorenz curves based on stationary ergodic random sequences with deterministic noise***by*Davydov, Youri & Zitikis, Ricardas**341-351 A characterization of the rate of convergence in bivariate extreme value models***by*Falk, Michael & Reiss, Rolf Dieter**353-360 Limit theorems for boundary function estimators***by*Hwang, J. H. & Park, B. U. & Ryu, W.**361-365 Stability of option prices under uniform ellipticity***by*Gagnon, Gregory**367-378 Approximations for moments of deficit at ruin with exponential and subexponential claims***by*Cheng, Yebin & Tang, Qihe & Yang, Hailiang**379-384 An extension of Seshadri's identities for Brownian motion***by*Ghomrasni, Raouf & Graversen, Svend Erik**385-396 Optimal orthogonal designs in two blocks for Becker's mixture models in three and four components***by*Aggarwal, M. L. & Sarin, V. & Singh, Poonam**397-404 On the existence of moments of generalized order statistics***by*Cramer, Erhard & Kamps, Udo & Rychlik, Tomasz**405-414 The IFR property for consecutive-k-out-of-n:F systems***by*Cui, Lirong**415-424 Set-indexed processes with independent increments***by*Balan, R. M.**425-435 A SLLN for a one-dimensional class cover problem***by*DeVinney, Jason & Wierman, John C.

### October 2002, Volume 59, Issue 3

**219-225 Empirical simulation extrapolation for measurement error models with replicate measurements***by*Devanarayan, Viswanath & Stefanski, Leonard A.**227-233 A note on the multivariate local limit theorem***by*Bloznelis, M.**235-244 Estimation for mixtures of Markov processes***by*Park, Jeong-gun & Basawa, I. V.**245-255 The rate of occurrence of failures for semi-Markov processes and estimation***by*Ouhbi, Brahim & Limnios, Nikolaos**257-270 Consistency of error density and distribution function estimators in nonparametric regression***by*Cheng, Fuxia**271-279 Second-order asymptotic expansion for the risk in classification of curved exponential populations***by*Ducinskas, Kestutis & Saltyte, Jurate**281-292 Assessing the quality of bootstrap samples and of the bootstrap estimates obtained with finite resampling***by*Yatracos, Yannis**293-305 Random function prediction and Stein's identity***by*Nicoleris, Theodoros & Sagris, Anthony**307-315 Improved confidence estimators for the usual one-sided confidence intervals for the ratio of two normal variances***by*Wang, Hsiuying**317-328 Interior singularity problem of some nonlinear elliptic equations***by*Ren, Yan-Xia & Suo, Xiu-Yun & Yu, Xiang-Dong

### September 2002, Volume 59, Issue 2

**113-123 On cross-validation in kernel and partitioning regression estimation***by*Walk, Harro**125-133 A unified approach in addition or deletion of two level factorial designs***by*Evangelaras, H. & Koukouvinos, C. & Mantas, P.**135-144 Data analysis in supersaturated designs***by*Li, Runze & Lin, Dennis K. J.**145-157 On spectral and random measures associated to discrete and continuous-time processes***by*Boudou, Alain & Romain, Yves**159-167 Fisher information matrix for the Feller-Pareto distribution***by*Brazauskas, Vytaras**169-181 The scaled [alpha]-Winsorized estimate of exponential scale for censored data: an analysis based on two influence functions***by*Tableman, Mara & Gitelman, Alix I.**183-194 Almost-sure uniform error bounds of general smooth estimators of quantile density functions***by*Cheng, Cheng**195-207 Multiple square tray distributions***by*Kotz, Samuel & Fang, Hong-Bin & Wei, Gang**209-217 Invariance principles with logarithmic averaging for continuous local martingales***by*Chaabane, Faouzi

### August 2002, Volume 59, Issue 1

**1-7 Extended generalized Hypergeometric probability distributions***by*Kumar, C. Satheesh**9-16 Bent-cable asymptotics when the bend is missing***by*Chiu, Grace & Lockhart, Richard & Routledge, Richard**17-22 Satisfactory orthogonal array and its checking method***by*Shanqi, Pang & Sanyang, Liu & Yingshan, Zhang**23-28 Large deviations for kernel-type empirical distributions***by*Shikimi, Takuhisa**29-35 Solution to Dalal and Mallows conjecture on monotone property of the joint distribution of order statistics***by*Bai, Z. D. & Kwong, K. S.**37-52 Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes***by*Castro, Glaysar & Girardin, Valerie**53-59 On certain self-decomposable self-similar processes with independent increments***by*Akita, Koji & Maejima, Makoto**61-66 A new proof of strong consistency of kernel estimation of density function and mode under random censorship***by*Gannoun, Ali & Saracco, Jérôme**67-74 The distribution of increasing 2-sequences in random permutations of arbitrary multi-sets***by*Johnson, Brad C.**75-81 Empirical central limit theorems for exchangeable random variables***by*Jiang, Xinxin & Hahn, Marjorie G.**83-91 On efficient estimation of linear functionals of a bivariate distribution with known marginals***by*Peng, Hanxiang & Schick, Anton**93-98 A method of construction of a class of universally optimal structurally incomplete row-column designs***by*Uddin, Nizam**99-111 Estimation of a convex ROC curve***by*Lloyd, Chris J.

### July 2002, Volume 58, Issue 4

**327-333 On the minimax estimator of a bounded normal mean***by*Marchand, Éric & Perron, François**335-342 Frailty models that yield proportional hazards***by*Aalen, Odd O. & Hjort, Nils Lid**343-353 Distribution-free consistency of kernel non-parametric M-estimators***by*Kozek, Andrzej S. & Pawlak, Miroslaw**355-362 Prediction and confidence intervals for nonlinear measurement error models without identifiability information***by*Huwang, Longcheen & Gene Hwang, J. T.**363-368 Gaussian tail for empirical distributions of MST on random graphs***by*Lee, Sungchul & Su, Zhonggen**369-379 Model-robust designs in multiresponse situations***by*Yue, Rong-Xian**381-388 Variability ordering of heavy-tailed distributions with applications to order statistics***by*Kleiber, Christian**389-397 A functional-algebraic determination of D-optimal designs for trigonometric regression models on a partial circle***by*Dette, Holger & Melas, Viatcheslav B. & Biedermann, Stefanie**399-411 A note on the properties of some time varying bilinear models***by*Bibi, Abdelouahab & Oyet, Alwell J.**413-426 Almost sure versions of distributional limit theorems for certain order statistics***by*Stadtmüller, U.**427-433 A simple adjustment for measurement errors in some limited dependent variable models***by*Wang, Liqun

### July 2002, Volume 58, Issue 3

**221-232 Survival estimation and testing via multiple imputation***by*Taylor, Jeremy M. G. & Murray, Susan & Hsu, Chiu-Hsieh**233-243 Asymptotic distributions for testing dimensionality in q-based pHd***by*Cook, R. Dennis & Yin, Xiangrong**245-251 A spatial filtering specification for the auto-Poisson model***by*Griffith, Daniel A.**253-264 Perturbation of functional tensors with applications to covariance operators***by*Romain, Yves**265-282 Estimation of frequencies in presence of heavy tail errors***by*Nandi, Swagata & Iyer, Srikanth K. & Kundu, Debasis**283-286 A note on the Borel-Cantelli lemma***by*Petrov, Valentin V.**287-296 Approximations for a conditional two-dimensional scan statistic***by*Chen, Jie & Glaz, Joseph**297-307 Rates of uniform convergence of empirical means with mixing processes***by*Karandikar, Rajeeva L. & Vidyasagar, M.**309-317 Regression analysis for a semiparametric model with panel data***by*Sun, Liuquan & Zhou, Xian**319-325 Blockwise empirical Cressie-Read test statistics for [alpha]-mixing processes***by*Bravo, Francesco

### June 2002, Volume 58, Issue 2

**111-121 Definition and probabilistic properties of skew-distributions***by*Arellano-Valle, R. B. & del Pino, G. & San Martín, E.**123-130 Tests of homogeneity for spatial populations***by*Cerioli, Andrea**131-145 Some conditional crossing results of Brownian motion over a piecewise-linear boundary***by*Abundo, Mario**147-155 Maximum quasilikelihood estimation for a simplified NEAR(1) model***by*Perera, Subashan**157-165 Chebyshev systems and estimation theory for discrete distributions***by*Braverman, Mark & Lumelskii, Yan**167-174 Asymptotic expansions of densities of sums of random vectors without third moment***by*Peng, Liang**175-184 Best upper quantile evaluations for NWU distributions***by*Rychlik, Tomasz**185-194 On the rate of complete convergence for weighted sums of arrays of Banach space valued random elements with application to moving average processes***by*Ahmed, S. Ejaz & Antonini, Rita Giuliano & Volodin, Andrei**195-203 Almost sure limit theorems for the maximum of stationary Gaussian sequences***by*Csáki, Endre & Gonchigdanzan, Khurelbaatar**205-219 Multivariate probability density estimation for associated processes: strong consistency and rates***by*Masry, Elias

### May 2002, Volume 58, Issue 1

**1-11 An algorithm for the estimation of minimal cut and path sets from field failure data***by*Dharmadhikari, Avinash & Kulathinal, S. B. & Mandrekar, Vidyadhar**13-22 Thin and thick points for branching measure on a Galton-Watson tree***by*Mörters, Peter & Shieh, Narn-Rueih**23-30 Bayesian nonparametric point estimation under a conjugate prior***by*Li, Xuefeng & Zhao, Linda H.**31-39 The modified bootstrap error process for Kaplan-Meier quantiles***by*Janssen, Paul & Swanepoel, Jan & Veraverbeke, Noël**41-51 Self-normalized lag increments of partial sums***by*Wang, Wensheng**53-59 On characterization of two-sample U-statistics***by*Schechtman, E. & Schechtman, G.**61-69 Likelihood-based quadratic analyses for diallel cross and other experiments involving data collected on ordered pairs of sampling units***by*Li, Heng**71-81 A saddlepoint approximation for testing exponentiality against some increasing failure rate alternatives***by*Gatto, Riccardo & Jammalamadaka, S. Rao**83-91 On the convergence of Markov binomial to Poisson distribution***by*Cekanavicius, V.**93-96 On fractional uniform order statistics***by*Jones, M. C.**97-109 Analytical results for a Bayesian bivariate cokriging model***by*Mira, José & Sánchez, María Jesús

### May 2002, Volume 57, Issue 4

**301-306 Model selection under order restriction***by*Zhao, Lincheng & Peng, Limin**307-313 On stable convergence in the central limit theorem***by*Cheng, Tsung-Lin & Chow, Yuan-Shih**315-326 Large and moderate deviations of empirical processes with nonstandard rates***by*Arcones, Miguel A.**327-335 On tests of independence for spherical data-invariance and centering***by*Johnson, Richard A. & Shieh, Grace S.**337-341 M-Estimation for dependent random variables***by*Furrer, Reinhard**343-351 D-optimal designs for polynomial regression models through origin***by*Fang, Zhide**353-361 Corrected modified profile likelihood heteroskedasticity tests***by*Ferrari, Silvia L. P. & Cribari-Neto, Francisco**363-373 Sums of dependent Bernoulli random variables and disease clustering***by*Yu, Chang & Zelterman, Daniel**375-385 Supermodular dependence ordering on a class of multivariate copulas***by*Wei, Gang & Hu, Taizhong**387-391 The TP2 ordering of Kimeldorf and Sampson has the normal-agreeing property***by*Genest, Christian & Verret, François**393-401 On bandwidth selection in partial linear regression models under dependence***by*Aneiros-Pérez, Germán**403-408 Quasi-medians are robust and relatively efficient estimators of a common mean given multivariate normality***by*Hutson, Alan D.

### April 2002, Volume 57, Issue 3

**215-220 On moment inequalities of the supremum of empirical processes with applications to kernel estimation***by*Ahmad, Ibrahim A.**221-224 A note on the characteristic function of the t-distribution***by*Dreier, I. & Kotz, S.**225-229 Transfer theorems in exponential families***by*Kagan, Abram**231-241 On convergence rates for quadratic errors in kernel hazard estimation***by*Estévez-Pérez, Graciela**243-248 Uniqueness of uniform random colorings of regular trees***by*Jonasson, Johan**249-257 Simulating Bessel random variables***by*Devroye, Luc**259-268 A note on variable selection in nonparametric regression with dependent data***by*González-Manteiga, Wenceslao & Quintela-del-Río, Alejandro & Vieu, Philippe**269-280 Estimation of the location parameter of the l1-norm symmetric matrix variate distributions***by*Fang, B. Q.**281-290 Multivariate non-parametric tests of trend when the data are incomplete***by*Alvo, Mayer & Park, Jincheol**291-299 On the efficiency of some supplemented ([alpha]1,[alpha]2,...,[alpha]R)-resolvable block designs***by*Kachlicka, Danuta & Mejza, Iwona

### April 2002, Volume 57, Issue 2

**113-119 The uniform autoregressive process of the second order (UAR(2))***by*Ristic, Miroslav M. & Popovic, Biljana C.